Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 345737.4353 | 272784.4235 | 72953.0118 | 787794.4245 | 962128.8086 | -174334.3841 |
Total P&L (%) | 345.7374 | 272.7844 | 72.953 | 787.7944 | 962.1288 | -174.3344 |
Avg Daily Profit (%) | 0.3319 | 0.2619 | 0.07 | 0.2098 | 0.2271 | 0 |
Buy And Hold Return (%) | 133.1538 | 133.1538 | 133.1538 | 133.1538 | 133.1538 | 133.1538 |
Max Trade Drawdown | -81769 | -67241 | -46872 | -1716357 | -1074582 | -1023346 |
Profit Factor | 1.8028 | 2.2342 | 1.348 | 1.1509 | 1.371 | 0.9336 |
Total Trades | 144 | 72 | 72 | 144 | 72 | 72 |
Winning Trades | 73 | 38 | 35 | 73 | 38 | 35 |
Losing Trades | 71 | 34 | 37 | 71 | 34 | 37 |
Profitability (%) | 50.6944 | 52.7778 | 48.6111 | 50.6944 | 52.7778 | 48.6111 |
Ratio Avg Win / Avg Loss | 1.7534 | 1.999 | 1.425 | 1.1194 | 1.2267 | 0.987 |
Largest Winning Trade | 113425 | 113425 | 34581 | 936005 | 936005 | 401268 |
Largest Losing Trade | -20192 | -17340 | -20192 | -525852 | -360390 | -525852 |
Avg Bars in Trades | 168 | 158 | 178 | 168 | 158 | 178 |
Avg Bars in Winners | 216 | 193 | 241 | 216 | 193 | 241 |
Avg Bars in Losers | 119 | 120 | 119 | 119 | 120 | 119 |
Bars Traded | 24306 | 11440 | 12866 | 24306 | 11440 | 12866 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 330105 | -72982 | -344825 | -46624 | -70033 | -660776 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 236, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 247, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 236, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 247, "offset": 0 } } }
# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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